+2,328.7%
PWR vs BURL
+215.5%
+2,113.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | +3.6% | -2.8% | +6.4% | +4.4% |
| 30D | -8.6% | -28.2% | +19.6% | -0.2% |
| 3M | -13.2% | -17.6% | +4.4% | -9.1% |
| 6M | +9.9% | -11.8% | +21.7% | +12.0% |
| YTD | +48.0% | -8.1% | +56.2% | +49.0% |
| 1Y | +66.2% | -12.0% | +78.1% | +67.9% |
| 3Y | +195.1% | +63.3% | +131.8% | +142.4% |
| 5Y | +442.6% | -10.8% | +453.4% | +406.9% |
| All | +2,328.7% | +215.5% | +2,113.2% | +1,605.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling